Di Li
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Di Li has a total of 6 co-authors. Here are the top co-authors by number of shared publications:
- Jingjing Li
University of Illinois Urbana-Champaign, Champaign, USA
2 shared publications - Qingmiao Gan
Trine University, Phoenix, USA
2 shared publications - Rodrigo Ying
University of Southern California, Los Angeles, USA
2 shared publications - Yuliang Wang
Imperial College London, London, United Kingdom
2 shared publications - Chifu Chiang
University of Connecticut, Hartford, USA
1 shared publication - Qianxi Liu
University of South Florida, Tampa, USA
1 shared publication
Latest Publications
- Open Access
- 19 December 2025
- Published by Association for Computing Machinery (ACM)
- p. 930-936
Temporal–Cross-Modal Expert Ensemble for Trustworthy Financial Decisions
- 19 December 2025
- Published by Association for Computing Machinery (ACM)
- p. 930-936
Open AccessTemporal–Cross-Modal Expert Ensemble for Trustworthy Financial Decisions
- Open Access
- 19 December 2025
- Published by Association for Computing Machinery (ACM)
- p. 1234-1239
Dynamic Spatiotemporal Causal Graph Neural Networks for Corporate Revenue Forecasting
This study proposes a prediction model based on a dynamic spatiotemporal causal graph neural network to address the challenges of complex dynamic dependencies, strong structural correlations, and ambiguous causal relationships in corporate revenue forecasting. The model constructs a time-varying enterprise association graph, where enterprises are represented as nodes and industry or supply chain relationships as edges. A graph convolutional network is used to extract structural dependency features, while a gated recurrent unit captures temporal evolution patterns, achieving joint modeling of structural and temporal features. On this basis, a causal reasoning mechanism is introduced to model and adjust potential influence paths among enterprises. A learnable causal weight matrix is used to describe the strength of economic transmission, suppress spurious correlations, and strengthen key causal paths. The model also employs multi-scale temporal aggregation and attention fusion mechanisms to dynamically integrate multidimensional information, enhancing adaptability to both long-term trends and short-term fluctuations. Experimental results show that the proposed model outperforms mainstream methods in multiple metrics, including MSE, MAE, MAPE, and RMAE, verifying its effectiveness in capturing corporate revenue dynamics, modeling economic causal dependencies, and improving prediction accuracy. This study establishes a unified framework that integrates spatiotemporal dependency modeling with causal structure reasoning, providing new insights and methodological foundations for intelligent forecasting in complex economic systems.
- 19 December 2025
- Published by Association for Computing Machinery (ACM)
- p. 1234-1239
Open AccessDynamic Spatiotemporal Causal Graph Neural Networks for Corporate Revenue Forecasting
This study proposes a prediction model based on a dynamic spatiotemporal causal graph neural network to address the challenges of complex dynamic dependencies, strong structural correlations, and ambiguous causal relationships in corporate revenue forecasting. The model constructs a time-varying enterprise association graph, where enterprises are represented as nodes and industry or supply chain relationships as edges. A graph convolutional network is used to extract structural dependency features, while a gated recurrent unit captures temporal evolution patterns, achieving joint modeling of structural and temporal features. On this basis, a causal reasoning mechanism is introduced to model and adjust potential influence paths among enterprises. A learnable causal weight matrix is used to describe the strength of economic transmission, suppress spurious correlations, and strengthen key causal paths. The model also employs multi-scale temporal aggregation and attention fusion mechanisms to dynamically integrate multidimensional information, enhancing adaptability to both long-term trends and short-term fluctuations. Experimental results show that the proposed model outperforms mainstream methods in multiple metrics, including MSE, MAE, MAPE, and RMAE, verifying its effectiveness in capturing corporate revenue dynamics, modeling economic causal dependencies, and improving prediction accuracy. This study establishes a unified framework that integrates spatiotemporal dependency modeling with causal structure reasoning, providing new insights and methodological foundations for intelligent forecasting in complex economic systems.
- Open Access
- 14 November 2025
- Published by Association for Computing Machinery (ACM)
- p. 98-105
Deep Learning-Based Dynamic Graph Framework for Robust Corporate Financial Health Risk Prediction
- 14 November 2025
- Published by Association for Computing Machinery (ACM)
- p. 98-105
Open AccessDeep Learning-Based Dynamic Graph Framework for Robust Corporate Financial Health Risk Prediction